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sryza / spark-timeseries

A library for time series analysis on Apache Spark
Apache License 2.0
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wrong ARIMA.autoFit result for airPassengers #196

Open hyunbinloh opened 7 years ago

hyunbinloh commented 7 years ago

Hello.

I performed ARIMA.autoFit to the rdataset: airPassengers, with column: passengers. https://vincentarelbundock.github.io/Rdatasets/csv/datasets/AirPassengers.csv

ARIMA.autoFit(data, 5,2,5) gives ARIMA(0,1,1) with AIC = 1386.3715... but ARIMA.fitModel(1,1,1,data,true) gives AIC = 1384.9129...

Why is autoFit not covering (p,d,q) = (1,1,1)?

Thank you very much!

PPatidar commented 7 years ago

Hi, I am trying to solve the same problem. Can you please share your code with me.